Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.329336 0.360952 0.395701 0.436997 0.485091 0.539780 0.607317
2025-11-23 0.296719 0.338382 0.387082 0.449077 0.527202 0.624253 0.757084
2025-11-30 0.269787 0.316443 0.373455 0.449874 0.552305 0.689160 0.894101
2025-12-07 0.248007 0.297224 0.359476 0.446430 0.569091 0.743598 1.027218
2025-12-14 0.229814 0.280181 0.345681 0.440338 0.579781 0.789431 1.156923
2025-12-21 0.213453 0.263800 0.330748 0.430224 0.582182 0.821809 1.271493
2025-12-28 0.205533 0.257833 0.329113 0.438398 0.612482 0.903043 1.496732
2026-01-04 0.200094 0.254652 0.330814 0.451275 0.651522 1.006366 1.803390
2026-01-11 0.190438 0.244783 0.321921 0.446637 0.660437 1.056568 2.014808
2026-01-18 0.184742 0.240105 0.320174 0.452907 0.688738 1.149605 2.373364
2026-01-25 0.173833 0.227195 0.305109 0.435945 0.672790 1.149047 2.481381
2026-02-01 0.163602 0.214773 0.290054 0.417775 0.652501 1.135671 2.548140
2026-02-08 0.157976 0.209068 0.285277 0.417053 0.666160 1.202329 2.912589
2026-02-15 0.155635 0.208107 0.287780 0.429005 0.706190 1.340478 3.639160
2026-02-22 0.151143 0.203616 0.284325 0.430025 0.724174 1.430024 4.274408
2026-03-01 0.146168 0.198120 0.278885 0.426915 0.732966 1.498222 4.898324
2026-03-08 0.141066 0.192188 0.272377 0.421258 0.735437 1.549977 5.513363
2026-03-15 0.135603 0.185458 0.264190 0.411805 0.728247 1.572213 5.997130
2026-03-22 0.133623 0.184131 0.264958 0.419466 0.761293 1.727651 7.702607
2026-03-29 0.132494 0.184088 0.267867 0.431517 0.806801 1.943309 10.683192
2026-04-05 0.128691 0.179559 0.262782 0.427179 0.811375 2.019223 12.614087
2026-04-12 0.126747 0.177972 0.262731 0.433044 0.842855 2.210057 17.340950
2026-04-19 0.121522 0.170813 0.252523 0.417173 0.815291 2.156987 17.657423